aggregation risk from the use of derivatives

Discussion in 'SP9' started by ZimboActuary, Sep 17, 2013.

  1. ZimboActuary

    ZimboActuary Member

    Hello my Dear colleagues.

    can someone explain to me(maybe by way of an example) what is aggregation risk in the context of derivatives.

    I saw this in the list on the risks involved in the use of derivatives(market risk management chapter)
     
  2. Simon James

    Simon James ActEd Tutor Staff Member

    Risk aggregation can be summed up in 4 letters: LTCM :)
     
  3. ZimboActuary

    ZimboActuary Member

Share This Page